-70.3%
QXO vs COMP
-10.9%
-59.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +9.0% | 0.0% | +9.0% | +9.1% |
| 30D | +22.0% | +16.6% | +5.4% | +19.5% |
| 3M | -15.4% | -23.5% | +8.1% | -12.3% |
| 6M | -26.0% | +25.7% | -51.7% | -28.0% |
| YTD | -34.7% | -3.4% | -31.3% | -35.3% |
| 1Y | -28.0% | +7.6% | -35.5% | -29.5% |
| 3Y | -47.0% | +423.6% | -470.6% | -56.7% |
| All | -70.3% | -10.9% | -59.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling